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SMAOffsetProtectOptV1_kkeue_20210619 Strategy Performance Results
Description:
This strategy, named SMAOffsetProtectOptV1_1, is a variation of the SMAOffsetProtectOptV1_kkeue_20210619 strategy. It is a momentum-based strategy that uses technical indicators, including exponential moving average (EMA), difference of EMA (emadif), relative strength index (RSI), and volume. It is designed to identify buy signals when the close price of a pair drops below the low offset of the associated exponential moving average and when conditions satisfy either a high EWO or a low RSI. It also identifies sell signals when the close price of a pair is higher than the high offset associated with the moving average, and makes it possible to define a stop-loss level. The strategy also includes a parameter for trailing stop-losses and can also be configured to recognize sell signals based on profits made on trades. Finally, the strategy can be optimized by optimizing the base number of candles used for buy and sell signals, the low offsets for buy, the high offsets for sell, and the EWO and RSI buy levels.
Daily Profit
Pairs
Top cryptocurrency trading pairs
| Pair | Buys | Avg Profit % | Cum Profit | Tot Profit Abs | Tot Profit % | Avg Duration | Win | Draw | Loss | Win % |
|---|---|---|---|---|---|---|---|---|---|---|
| ETC/USDT | 1 | 1.80 | 1.80 | 0.355046 | 0.36 | 0:10:00 | 1 | 0 | 0 | 100.00 |
| BTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BCH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ETH/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LINK/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LTC/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| SOL/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| BNB/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| XRP/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ADA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| DOT/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| ALGO/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| LUNA/USDT | 0 | 0.00 | 0.00 | 0.000000 | 0.0 | 0:00 | 0 | 0 | 0 | |
| TOTAL | 1 | 1.80 | 1.80 | 0.355046 | 0.36 | 0:10:00 | 1 | 0 | 0 | 100.00 |
- Pair: This is the cryptocurrency trading pair that was used for the backtesting.
- Buys: This is the total number of buy orders placed during the backtesting.
- Avg Profit %: This is the average percentage of profit that was made on each buy order.
- Cum Profit: This is the cumulative profit made over all buy orders.
- Tot Profit Abs: This is the total absolute profit made over all buy orders.
- Tot Profit %: This is the total percentage of profit made over all buy orders.
- Avg Duration: This is the average duration of each buy order.
- Win: This is the total number of buy orders that resulted in a win.
- Draw: This is the total number of buy orders that resulted in a draw.
- Loss: This is the total number of buy orders that resulted in a loss.
- Win %: This is the percentage of buy orders that resulted in a win.
Sell Reason
| Sell Reason | Sells | Win | Draws | Loss | Avg Profit % | Cum Profit % | Tot Profit ABS | Tot Profit % |
|---|---|---|---|---|---|---|---|---|
| 1 | 1 | 0 | 0 | 1.8 | 1.8 | 0.3550464 | 0.36 |
Summary
A backtesting was performed with a maximum of 5 open trades and an average of 0.08 trades per day. The starting balance was $100 and the final balance was $100.3550464, resulting in an absolute profit of $0.3550464 and a total profit percentage of 0.0035504639999999997. The average stake amount was $19.7248 and the total trade volume was $19.7248. The best pair was ETC/USDT and the worst pair was BTC/USDT. The maximum balance reached was $0 and the minimum balance was $0. The market change during this period was -0.034008199243972644.
| Metric | Value |
|---|---|
| Backtesting from | 2024-01-01 00:00:00 |
| Backtesting to | 2024-01-13 15:40:00 |
| Max open trades | 5 |
| Total/Daily Avg Trades | 1 / 0.08 |
| Starting balance | 100 |
| Final balance | 100.3550464 |
| Absolute profit | 0.3550464 |
| Total profit % | 0.0035504639999999997 |
| Avg. stake amount | 19.7248 |
| Total trade volume | 19.7248 |
| Best Pair | ETC/USDT |
| Worst Pair | BTC/USDT |
| Max Balance | 0 |
| Min Balance | 0 |
| Market Change | -0.034008199243972644 |
Config
{
"pairlists": [
{
"method": "StaticPairList"
}
],
"timeframe": "15m",
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"stake_amount": "unlimited",
"stake_currency": "USDT",
"amend_last_stake_amount": true,
"exchange": {
"pair_whitelist": [
"BTC/USDT",
"BCH/USDT",
"ETH/USDT",
"LINK/USDT",
"LTC/USDT",
"SOL/USDT",
"BNB/USDT",
"XRP/USDT",
"ADA/USDT",
"DOT/USDT",
"ETC/USDT",
"ALGO/USDT",
"LUNA/USDT"
],
"name": "binance"
},
"dry_run_wallet": 100,
"max_open_trades": 5
}